488 citations · 3k across the 119 of their papers we have counts for
5 papers · 2 filters
Probabilistic low-rank matrix completion on finite alphabets
Jean Lafond, Olga Klopp, Eric Moulines +1
The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems…
Adaptive Multinomial Matrix Completion
Olga Klopp, Jean Lafond, Eric Moulines +1
The task of estimating a matrix given a sample of observed entries is known as the \emph{matrix completion problem}. Most works on matrix completion have focused on recovering an u…
Convergence of Markovian Stochastic Approximation with discontinuous dynamics
Gersende Fort, Eric Moulines, Amandine Schreck +1
This paper is devoted to the convergence analysis of stochastic approximation algorithms of the form where is…
Uniform ergodicity of the Particle Gibbs sampler
Fredrik Lindsten, Randal Douc, Eric Moulines
The particle Gibbs (PG) sampler is a systematic way of using a particle filter within Markov chain Monte Carlo (MCMC). This results in an off-the-shelf Markov kernel on the space o…
On perturbed proximal gradient algorithms
Yves F. Atchade, Gersende Fort, Eric Moulines
We study a version of the proximal gradient algorithm for which the gradient is intractable and is approximated by Monte Carlo methods (and in particular Markov Chain Monte Carlo).…